Transferring wordpress.com to wordpress.org

I want to upgrade my blog from wordpress.com to a self hosted wordpress.org blog, so that I can have one or two more features. I've arranged a host etc.

What I'm wondering is it is possible to transfer all of my existing posts and settings over to the wordpress.org system? Is there a comprehensive guide to this some where?

The other thing is that I already have a domain with wordpress.com, so it's myexampleblog.com rather than myexampleblog.wordpress.com, and I have a few more associated domains that redirect to it - does that make the transition more complicated?

Images will not be included in the export. If you have a lot of images, I suggest keeping your blog hosted here and leave the existing images in the media library and when you transfer your blog over, it will link to the images here. If you move the images over to the new blog, then you will have to edit each post that has an image and update the link for that image with the new URL at the new blog.

There is no way to export the themes here or the settings, and if you have done any customized text widgets, you will have to transfer them by copying the contents out and pasting it into a text widget at the new blog.

If you keep your blog here to server the old images for the new blog then in the blog here go to settings > privacy and click the middle selection to blog search engines. You want that so that it does not compete with your new blog.

Also, if you leave your posts here as well then you will want to use the bulk edit function and set all the posts to draft so there aren't two copies of them on the internet.

Create one final post on the old blog telling people you have moved and give them a link to the new blog.